CRR, CRD IV, EMIR 2013

Many practical impact of the Basel III requirements are not clear in institutions. Specific challenges, for example, compliance with the liquidity ratios and net stable funding ratio LCR or new requirements when trading OTC derivatives during the European Market Infrastructure Regulation (EMIR) dar. For European banks, there is therefore need for action to be compliant.

Highlights from the content
• Analysis of the regulations regarding credit risk, market risk and liquidity risk calculation examples
• sticking points of the bank's internal Basel III implementation
• Challenges in planning under Basel III: Pricing and Risk Management
• with central clearing counterparties (CCPs) in the wake of the European Market Infrastructure Regulation (EMIR)
• mandatory reporting of derivatives transactions: Operational challenges
• Risk mitigation techniques in non-standardized derivatives